+115.0%
UMC vs DPZ
-14.7%
+129.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | +0.7% |
| 7D | -14.7% | +10.1% | -24.8% | -10.2% |
| 30D | -32.9% | +14.6% | -47.5% | -27.6% |
| 3M | -22.2% | -6.8% | -15.4% | -24.7% |
| 6M | +25.9% | +4.4% | +21.5% | +36.1% |
| YTD | +107.9% | -16.8% | +124.8% | +121.0% |
| 1Y | +115.0% | -14.5% | +129.5% | +129.6% |
| All | +115.0% | -14.7% | +129.7% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling